-4.0%
LQD vs FROG
+24.4%
-28.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | -1.1% | -2.2% | +1.1% | -1.0% |
| 30D | -1.1% | +3.0% | -4.1% | -1.3% |
| 3M | -2.3% | +10.3% | -12.7% | -2.7% |
| 6M | -2.9% | +116.7% | -119.6% | -5.3% |
| YTD | -2.3% | +41.9% | -44.2% | -3.8% |
| 1Y | -2.2% | +78.5% | -80.7% | -4.5% |
| 3Y | +14.0% | +224.1% | -210.1% | +7.6% |
| 5Y | -5.8% | +142.4% | -148.2% | -11.4% |
| All | -4.0% | +24.4% | -28.4% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling